The game doesn't use servers. All a server could do is be another stop for your data to pass through between your machine and the other machine. For that reason, server-mediated netcode is usually worse than peer-to-peer, unless you and the other player might have better routing to the server than each other.

We understand the desire for rollback. All we can say is it would be best to ask SNK because we do not own or control the game.